QR RiskTM is the ultimate next generation comprehensive financial, banking and treasury risk platform
QR Risk™ is a comprehensive multiple asset class and currency risk platform for mid-size capital market players, local and regional banks, credit unions, asset and fund management firms and hedge funds seeking a cost-effective robust and flexible risk platform that actually works and doesn't require lengthy implementation, large consultant and maintenance teams.
QR Risk™ is seamlessly integrated with our trading, portfolio and asset modules. Alternatively, if your internal trading, transaction and portfolio systems have no effective risk computation and reporting capabilities, QR Risk™ is a perfect stand-alone risk platform to sit next to your systems and integrate them.
Multiple use risk platform. Banks can fulfill their regulatory risk valuation, compliance and reporting. All players can perform internal risk valuation and portfolio scenario analysis to enhance their P&L, earnings, hedging program, proprietary trading, asset liability or balance sheet risk management.
Flexible Connectivity Bridge to integrate any trading, portfolio and treasury systems. No SQL or coding; all via configuration.
Ready out-of-the-box. Leverage numerous preconfigured risk templates, models and reports. Utmost configuration flexibility to adapt to any portfolio, operation and risk valuation rules without resorting to custom development or coding.
24/7 QR Cloud version is a ready-for-use cost-effective alternative. No software installation or development.
BASEL III, IFRS 9 and internal requirements are drastically reshaping the risk system infrastructure of banks. Local and regional banks and credit unions can’t afford and lack the consultancy expertise to implement and integrate costly legacy systems. QuantRisk Banking Risk System™ delivers your most stringent regulatory and internal risk management requirements, within a next generation ready-for-use universal architecture. ALM, market and credit risk. FRTB SA and IMA approach. Liquidity LCR and NSFR, and capital CAR monitoring, forecasting and reporting. Meet your central bank’s BASEL III requirements while enhancing your bank’s earnings, profitability and cost of capital via balance sheet optimization under nonlinear LCR, NSFR and CAR constraints.